Illinois Municipal Retirement Fund

Q3 2022 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
9/30/2022
Date filed
11/3/2022
Form type
13F-HR
Num holdings
802
Total value ($000)
$4,061,870
Net value change ($000)
-209,734 (-4.9%)
New positions
33
Sold out positions
29
Turnover %
1.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/5/2022 Next filing: 2/3/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
WMT 8,818 40.3%
MOH 8,715 538.6%
AEE 7,609 612.1%
ETN 7,111 376.4%
CMS 6,648 593.6%
TEL 6,621 465.9%
CSCO 5,811 42.6%
PPL 5,618 119.8%
BIIB 5,589 43.0%
AMAT 5,457 55.4%
Top Reduces (Value $000, Stocks/ETFs)
EXC -12,963 -59.2%
INTC -11,608 -54.6%
D -10,771 -67.0%
EMR -9,993 -81.2%
TSN -8,454 -36.6%
CINF -8,001 -55.1%
QCOM -7,815 -29.5%
PEG -7,694 -52.0%
CTXS -7,555 -100.0%
BRK-B -7,454 -29.6%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type